In fact, she continued to take part in a tennis match-up in the final days of her pregnancy.

Thompson recently played and won a three-set doubles match with her partner Susan Wolin at the MITL tennis match. The match took place at the Orienta Beach Club in Mamaroneck.

"I think the extraordinary part of it all is that she's played tennis up until the last four days of her pregnancy," said Kathleen Goldring, group exercise director at Saw Mill Club. "She's looking good, she's feeling great and it's really amazing to see her stay active and healthy by taking part in other classes such as Yoga as well."

Being fit while pregnant has become somewhat of the norm for Thompson because she also played tennis throughout her first pregnancy.

Thompson is a former Division 1 tennis player for University of Kentucky. She expects her second child to arrive on Monday, May 19.

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